IntraAlpha
Create free account Start free

Northern Trust Morningstar Global Upstream Natural Resources ETF GUNR

i

Market dataready · fetched 2026-11-04T00:57:40.364Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-03T23:30:00.002290777Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T00:57:39.626087+00:00

Share price$52.39
1D-0.8%
AH$52.34$52.46$52.58$52.71$52.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGUNR
Sold putSold callAH

Northern Trust Morningstar Global Upstream Natural Resources ETF options

Live interpolated GUNR call and put midpoint premiums by absolute delta.Northern Trust Morningstar Global Upstream Natural Resources ETF$0.18$1.99$3.80$5.61$7.42$49.69$51.06$52.43$53.80$55.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive GUNR spot · $52.39GUNR PRICE$0.38$0.43$0.53$0.65$0.78$0.93$1.15$1.37$3.00$3.05$3.10$3.99$0.38$1.23$1.69$2.12$2.52$3.04$3.67$4.68$6.90
Puts——
Calls——
Skew——
Implied moveBearish±$2.84
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.6731.0%7.0%49.9029.1%5.5%
25Δ54.6726.5%5.2%
30Δ54.1225.4%4.3%
35Δ53.6925.0%3.7%
40Δ53.2924.7%3.2%
45Δ52.9124.8%2.8%52.2230.0%2.7%
50Δ52.5425.7%2.5%52.7034.7%2.6%
55Δ52.1826.7%2.2%53.2238.0%2.5%
60Δ53.8138.9%2.1%
65Δ50.8246.1%2.7%54.5040.3%1.8%
70Δ50.4140.7%2.0%55.2942.1%1.5%
75Δ50.0035.3%1.4%56.4445.9%1.2%
80Δ49.0139.7%1.2%58.7256.9%1.1%

20Δ

Calls
Pseudo strike
55.67
IV
31.0%
B/E move
7.0%
Puts
Pseudo strike
49.90
IV
29.1%
B/E move
5.5%

25Δ

Calls
Pseudo strike
54.67
IV
26.5%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
54.12
IV
25.4%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
53.69
IV
25.0%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
53.29
IV
24.7%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
52.91
IV
24.8%
B/E move
2.8%
Puts
Pseudo strike
52.22
IV
30.0%
B/E move
2.7%

50Δ

Calls
Pseudo strike
52.54
IV
25.7%
B/E move
2.5%
Puts
Pseudo strike
52.70
IV
34.7%
B/E move
2.6%

55Δ

Calls
Pseudo strike
52.18
IV
26.7%
B/E move
2.2%
Puts
Pseudo strike
53.22
IV
38.0%
B/E move
2.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.81
IV
38.9%
B/E move
2.1%

65Δ

Calls
Pseudo strike
50.82
IV
46.1%
B/E move
2.7%
Puts
Pseudo strike
54.50
IV
40.3%
B/E move
1.8%

70Δ

Calls
Pseudo strike
50.41
IV
40.7%
B/E move
2.0%
Puts
Pseudo strike
55.29
IV
42.1%
B/E move
1.5%

75Δ

Calls
Pseudo strike
50.00
IV
35.3%
B/E move
1.4%
Puts
Pseudo strike
56.44
IV
45.9%
B/E move
1.2%

80Δ

Calls
Pseudo strike
49.01
IV
39.7%
B/E move
1.2%
Puts
Pseudo strike
58.72
IV
56.9%
B/E move
1.1%

Options history

IV · four-Friday blend22.08%
Daily close
GUNR15.5%27.9%40.3%2026-08-05: 19.29%2026-08-06: 17.22%2026-08-07: 19.89%2026-08-10: 19.18%2026-08-11: 18.80%2026-08-12: 22.40%2026-08-13: 28.59%2026-08-14: 18.78%2026-08-17: 23.29%2026-08-18: 22.25%2026-08-19: 28.40%2026-08-20: 37.78%2026-08-21: 19.18%2026-08-24: 18.48%2026-08-25: 19.55%2026-08-26: 22.41%2026-08-27: 19.81%2026-08-28: 22.96%2026-08-31: 22.72%2026-09-01: 22.95%2026-09-02: 22.39%2026-09-03: 22.67%2026-09-04: 22.69%2026-09-08: 19.95%2026-09-09: 19.87%2026-09-10: 24.99%2026-09-11: 23.78%2026-09-14: 20.01%2026-09-15: 28.11%2026-09-16: 31.33%2026-09-17: 29.14%2026-09-18: 19.24%2026-09-21: 21.36%2026-09-22: 20.72%2026-09-23: 25.02%2026-09-24: 18.01%2026-09-25: 19.62%2026-09-28: 20.23%2026-09-29: 21.48%2026-09-30: 24.50%2026-10-01: 23.80%2026-10-02: 26.67%2026-10-05: 22.53%2026-10-06: 26.26%2026-10-07: 26.60%2026-10-08: 24.23%2026-10-09: 25.62%2026-10-12: 26.05%2026-10-13: 23.79%2026-10-14: 22.51%2026-10-15: 38.55%2026-10-16: 23.54%2026-10-19: 19.60%2026-10-20: 18.65%2026-10-21: 18.49%2026-10-22: 21.10%2026-10-23: 20.22%2026-10-26: 23.08%2026-10-27: 24.73%2026-10-28: 20.84%2026-10-29: 19.39%2026-10-30: 22.08%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
19.29%
17.22%
19.89%
19.18%
18.80%
22.40%
28.59%
18.78%
23.29%
22.25%
28.40%
37.78%
19.18%
18.48%
19.55%
22.41%
19.81%
22.96%
22.72%
22.95%
22.39%
22.67%
22.69%
19.95%
19.87%
24.99%
23.78%
20.01%
28.11%
31.33%
29.14%
19.24%
21.36%
20.72%
25.02%
18.01%
19.62%
20.23%
21.48%
24.50%
23.80%
26.67%
22.53%
26.26%
26.60%
24.23%
25.62%
26.05%
23.79%
22.51%
38.55%
23.54%
19.60%
18.65%
18.49%
21.10%
20.22%
23.08%
24.73%
20.84%
19.39%
22.08%